A SURVEY ON MULTIOBJECTIVE DESCENT METHODS
AUTOR(ES)
Fukuda, Ellen H., Drummond, Luis Mauricio Graña
FONTE
Pesqui. Oper.
DATA DE PUBLICAÇÃO
2014-12
RESUMO
We present a rigorous and comprehensive survey on extensions to the multicriteria setting of three well-known scalar optimization algorithms. Multiobjective versions of the steepest descent, the projected gradient and the Newton methods are analyzed in detail. At each iteration, the search directions of these methods are computed by solving real-valued optimization problems and, in order to guarantee an adequate objective value decrease, Armijo-like rules are implemented by means of a backtracking procedure. Under standard assumptions, convergence to Pareto (weak Pareto) optima is established. For the Newton method, superlinear convergence is proved and, assuming Lipschitz continuity of the objectives second derivatives, it is shown that the rate is quadratic
Documentos Relacionados
- Reporting on methods of subgroup analysis in clinical trials: a survey of four scientific journals
- First evaluation of semidirect recycling methods for the reclamation of cemented carbides based on a literature survey
- Statistical Methods for Linkage Analysis of Complex Traits from High-Resolution Maps of Identity by Descent
- Descent of a split RNA
- A critical survey of optimization methods in industrial forest plantations management